Order
This topic pushes order information,avg.filledPrice = Z / z
Push frequency: real-time
Topic: order
Response Parameters
Parameter | Type | Comments |
---|---|---|
topic | string | Topic name |
ts | number | The timestamp (ms) that message is sent out |
type | string | Data type. snapshot |
data | array | Object |
> e | string | Event type |
> E | string | Event time |
> s | string | Trading pair |
> c | string | User-generated order ID |
> S | string | BUY : buy order, SELL : sell order |
> o | string | Order type. LIMIT , MARKET_OF_QUOTE (Market Buy), MARKET_OF_BASE (Market Sell) |
> f | string | Time in force |
> q | string | Order quantity |
> p | string | Order price |
> X | string | Order status |
> i | string | Order ID |
> M | string | Order ID of the opponent trader |
> l | string | Last filled quantity |
> z | string | Total filled quantity |
> L | string | Last traded price |
> n | string | Trading fee, it is the latest execution fee for order |
> N | string | Asset type in which fee is paid |
> u | boolean | Is normal trade. False if self-trade. |
> w | boolean | Is working. false :invalid; true :valid |
> m | boolean | Is LIMIT_MAKER |
> O | string | Order creation timestamp (ms) |
> Z | string | Total filled value |
> A | string | Account ID of the opponent trader |
> C | boolean | Is closed |
> v | string | leverage |
> d | string | NO_LIQ : it is not a liquidation order. IOC : it is a liquidation order |
> t | string | Trade ID |
> b | string | Paradigm block trade ID |
> ct | string | Cancel type. CancelBySmp |
> st | string | SMP execution type |
> sg | integer | Smp group ID. If the uid has no group, it is 0 by default |
> so | string | The counterparty's orderID which triggers this SMP execution |
Subscribe Example
{
"req_id": "order_1", //optional
"op": "subscribe",
"args": [
"order"
]
}
Stream Example
{
"type": "snapshot",
"topic": "order",
"ts": "1681698833381",
"data": [
{
"e": "order",
"E": "1681698833381",
"s": "UNIUSDT",
"c": "test-error-liangwuuu-02",
"S": "BUY",
"o": "MARKET_OF_QUOTE",
"f": "GTC",
"q": "15",
"p": "0",
"X": "CANCELED",
"i": "1400585759234258176",
"M": "0",
"l": "0",
"z": "0",
"L": "0",
"n": "0",
"N": "",
"u": true,
"w": true,
"m": false,
"O": "1681698833313",
"Z": "0",
"A": "0",
"C": false,
"v": "0",
"d": "NO_LIQ",
"sg": 1005,
"st": "CancelTaker",
"ct": "CancelBySmp",
"so": "1400584538658193920",
"b": ""
}
]
}